1 #ifndef FIX50SP1_ORDERCANCELREPLACEREQUEST_H
2 #define FIX50SP1_ORDERCANCELREPLACEREQUEST_H
3 
4 #include "Message.h"
5 
6 namespace FIX50SP1
7 {
8 
9   class OrderCancelReplaceRequest : public Message
10   {
11   public:
OrderCancelReplaceRequest()12     OrderCancelReplaceRequest() : Message(MsgType()) {}
OrderCancelReplaceRequest(const FIX::Message & m)13     OrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {}
OrderCancelReplaceRequest(const Message & m)14     OrderCancelReplaceRequest(const Message& m) : Message(m) {}
OrderCancelReplaceRequest(const OrderCancelReplaceRequest & m)15     OrderCancelReplaceRequest(const OrderCancelReplaceRequest& m) : Message(m) {}
MsgType()16     static FIX::MsgType MsgType() { return FIX::MsgType("G"); }
17 
OrderCancelReplaceRequest(const FIX::ClOrdID & aClOrdID,const FIX::Side & aSide,const FIX::TransactTime & aTransactTime,const FIX::OrdType & aOrdType)18     OrderCancelReplaceRequest(
19       const FIX::ClOrdID& aClOrdID,
20       const FIX::Side& aSide,
21       const FIX::TransactTime& aTransactTime,
22       const FIX::OrdType& aOrdType )
23     : Message(MsgType())
24     {
25       set(aClOrdID);
26       set(aSide);
27       set(aTransactTime);
28       set(aOrdType);
29     }
30 
31     FIELD_SET(*this, FIX::OrderID);
32     FIELD_SET(*this, FIX::NoPartyIDs);
33     class NoPartyIDs: public FIX::Group
34     {
35     public:
NoPartyIDs()36     NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {}
37       FIELD_SET(*this, FIX::PartyID);
38       FIELD_SET(*this, FIX::PartyIDSource);
39       FIELD_SET(*this, FIX::PartyRole);
40       FIELD_SET(*this, FIX::NoPartySubIDs);
41       class NoPartySubIDs: public FIX::Group
42       {
43       public:
NoPartySubIDs()44       NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {}
45         FIELD_SET(*this, FIX::PartySubID);
46         FIELD_SET(*this, FIX::PartySubIDType);
47       };
48     };
49     FIELD_SET(*this, FIX::TradeOriginationDate);
50     FIELD_SET(*this, FIX::TradeDate);
51     FIELD_SET(*this, FIX::OrigClOrdID);
52     FIELD_SET(*this, FIX::ClOrdID);
53     FIELD_SET(*this, FIX::SecondaryClOrdID);
54     FIELD_SET(*this, FIX::ClOrdLinkID);
55     FIELD_SET(*this, FIX::ListID);
56     FIELD_SET(*this, FIX::OrigOrdModTime);
57     FIELD_SET(*this, FIX::Account);
58     FIELD_SET(*this, FIX::AcctIDSource);
59     FIELD_SET(*this, FIX::AccountType);
60     FIELD_SET(*this, FIX::DayBookingInst);
61     FIELD_SET(*this, FIX::BookingUnit);
62     FIELD_SET(*this, FIX::PreallocMethod);
63     FIELD_SET(*this, FIX::AllocID);
64     FIELD_SET(*this, FIX::NoAllocs);
65     class NoAllocs: public FIX::Group
66     {
67     public:
NoAllocs()68     NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {}
69       FIELD_SET(*this, FIX::AllocAccount);
70       FIELD_SET(*this, FIX::AllocAcctIDSource);
71       FIELD_SET(*this, FIX::AllocSettlCurrency);
72       FIELD_SET(*this, FIX::IndividualAllocID);
73       FIELD_SET(*this, FIX::NoNestedPartyIDs);
74       class NoNestedPartyIDs: public FIX::Group
75       {
76       public:
NoNestedPartyIDs()77       NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {}
78         FIELD_SET(*this, FIX::NestedPartyID);
79         FIELD_SET(*this, FIX::NestedPartyIDSource);
80         FIELD_SET(*this, FIX::NestedPartyRole);
81         FIELD_SET(*this, FIX::NoNestedPartySubIDs);
82         class NoNestedPartySubIDs: public FIX::Group
83         {
84         public:
NoNestedPartySubIDs()85         NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {}
86           FIELD_SET(*this, FIX::NestedPartySubID);
87           FIELD_SET(*this, FIX::NestedPartySubIDType);
88         };
89       };
90       FIELD_SET(*this, FIX::AllocQty);
91     };
92     FIELD_SET(*this, FIX::SettlType);
93     FIELD_SET(*this, FIX::SettlDate);
94     FIELD_SET(*this, FIX::CashMargin);
95     FIELD_SET(*this, FIX::ClearingFeeIndicator);
96     FIELD_SET(*this, FIX::HandlInst);
97     FIELD_SET(*this, FIX::ExecInst);
98     FIELD_SET(*this, FIX::MinQty);
99     FIELD_SET(*this, FIX::MatchIncrement);
100     FIELD_SET(*this, FIX::MaxPriceLevels);
101     FIELD_SET(*this, FIX::DisplayQty);
102     FIELD_SET(*this, FIX::SecondaryDisplayQty);
103     FIELD_SET(*this, FIX::DisplayWhen);
104     FIELD_SET(*this, FIX::DisplayMethod);
105     FIELD_SET(*this, FIX::DisplayLowQty);
106     FIELD_SET(*this, FIX::DisplayHighQty);
107     FIELD_SET(*this, FIX::DisplayMinIncr);
108     FIELD_SET(*this, FIX::RefreshQty);
109     FIELD_SET(*this, FIX::MaxFloor);
110     FIELD_SET(*this, FIX::ExDestination);
111     FIELD_SET(*this, FIX::ExDestinationIDSource);
112     FIELD_SET(*this, FIX::NoTradingSessions);
113     class NoTradingSessions: public FIX::Group
114     {
115     public:
NoTradingSessions()116     NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {}
117       FIELD_SET(*this, FIX::TradingSessionID);
118       FIELD_SET(*this, FIX::TradingSessionSubID);
119     };
120     FIELD_SET(*this, FIX::Symbol);
121     FIELD_SET(*this, FIX::SymbolSfx);
122     FIELD_SET(*this, FIX::SecurityID);
123     FIELD_SET(*this, FIX::SecurityIDSource);
124     FIELD_SET(*this, FIX::NoSecurityAltID);
125     class NoSecurityAltID: public FIX::Group
126     {
127     public:
NoSecurityAltID()128     NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {}
129       FIELD_SET(*this, FIX::SecurityAltID);
130       FIELD_SET(*this, FIX::SecurityAltIDSource);
131     };
132     FIELD_SET(*this, FIX::Product);
133     FIELD_SET(*this, FIX::ProductComplex);
134     FIELD_SET(*this, FIX::SecurityGroup);
135     FIELD_SET(*this, FIX::CFICode);
136     FIELD_SET(*this, FIX::SecurityType);
137     FIELD_SET(*this, FIX::SecuritySubType);
138     FIELD_SET(*this, FIX::MaturityMonthYear);
139     FIELD_SET(*this, FIX::MaturityDate);
140     FIELD_SET(*this, FIX::MaturityTime);
141     FIELD_SET(*this, FIX::SettleOnOpenFlag);
142     FIELD_SET(*this, FIX::InstrmtAssignmentMethod);
143     FIELD_SET(*this, FIX::SecurityStatus);
144     FIELD_SET(*this, FIX::CouponPaymentDate);
145     FIELD_SET(*this, FIX::IssueDate);
146     FIELD_SET(*this, FIX::RepoCollateralSecurityType);
147     FIELD_SET(*this, FIX::RepurchaseTerm);
148     FIELD_SET(*this, FIX::RepurchaseRate);
149     FIELD_SET(*this, FIX::Factor);
150     FIELD_SET(*this, FIX::CreditRating);
151     FIELD_SET(*this, FIX::InstrRegistry);
152     FIELD_SET(*this, FIX::CountryOfIssue);
153     FIELD_SET(*this, FIX::StateOrProvinceOfIssue);
154     FIELD_SET(*this, FIX::LocaleOfIssue);
155     FIELD_SET(*this, FIX::RedemptionDate);
156     FIELD_SET(*this, FIX::StrikePrice);
157     FIELD_SET(*this, FIX::StrikeCurrency);
158     FIELD_SET(*this, FIX::StrikeMultiplier);
159     FIELD_SET(*this, FIX::StrikeValue);
160     FIELD_SET(*this, FIX::OptAttribute);
161     FIELD_SET(*this, FIX::ContractMultiplier);
162     FIELD_SET(*this, FIX::MinPriceIncrement);
163     FIELD_SET(*this, FIX::MinPriceIncrementAmount);
164     FIELD_SET(*this, FIX::UnitOfMeasure);
165     FIELD_SET(*this, FIX::UnitOfMeasureQty);
166     FIELD_SET(*this, FIX::PriceUnitOfMeasure);
167     FIELD_SET(*this, FIX::PriceUnitOfMeasureQty);
168     FIELD_SET(*this, FIX::SettlMethod);
169     FIELD_SET(*this, FIX::ExerciseStyle);
170     FIELD_SET(*this, FIX::OptPayAmount);
171     FIELD_SET(*this, FIX::PriceQuoteMethod);
172     FIELD_SET(*this, FIX::FuturesValuationMethod);
173     FIELD_SET(*this, FIX::ListMethod);
174     FIELD_SET(*this, FIX::CapPrice);
175     FIELD_SET(*this, FIX::FloorPrice);
176     FIELD_SET(*this, FIX::PutOrCall);
177     FIELD_SET(*this, FIX::FlexibleIndicator);
178     FIELD_SET(*this, FIX::FlexProductEligibilityIndicator);
179     FIELD_SET(*this, FIX::TimeUnit);
180     FIELD_SET(*this, FIX::CouponRate);
181     FIELD_SET(*this, FIX::SecurityExchange);
182     FIELD_SET(*this, FIX::PositionLimit);
183     FIELD_SET(*this, FIX::NTPositionLimit);
184     FIELD_SET(*this, FIX::Issuer);
185     FIELD_SET(*this, FIX::EncodedIssuerLen);
186     FIELD_SET(*this, FIX::EncodedIssuer);
187     FIELD_SET(*this, FIX::SecurityDesc);
188     FIELD_SET(*this, FIX::EncodedSecurityDescLen);
189     FIELD_SET(*this, FIX::EncodedSecurityDesc);
190     FIELD_SET(*this, FIX::SecurityXMLLen);
191     FIELD_SET(*this, FIX::SecurityXML);
192     FIELD_SET(*this, FIX::SecurityXMLSchema);
193     FIELD_SET(*this, FIX::Pool);
194     FIELD_SET(*this, FIX::ContractSettlMonth);
195     FIELD_SET(*this, FIX::CPProgram);
196     FIELD_SET(*this, FIX::CPRegType);
197     FIELD_SET(*this, FIX::NoEvents);
198     class NoEvents: public FIX::Group
199     {
200     public:
NoEvents()201     NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {}
202       FIELD_SET(*this, FIX::EventType);
203       FIELD_SET(*this, FIX::EventDate);
204       FIELD_SET(*this, FIX::EventTime);
205       FIELD_SET(*this, FIX::EventPx);
206       FIELD_SET(*this, FIX::EventText);
207     };
208     FIELD_SET(*this, FIX::DatedDate);
209     FIELD_SET(*this, FIX::InterestAccrualDate);
210     FIELD_SET(*this, FIX::NoInstrumentParties);
211     class NoInstrumentParties: public FIX::Group
212     {
213     public:
NoInstrumentParties()214     NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {}
215       FIELD_SET(*this, FIX::InstrumentPartyID);
216       FIELD_SET(*this, FIX::InstrumentPartyIDSource);
217       FIELD_SET(*this, FIX::InstrumentPartyRole);
218       FIELD_SET(*this, FIX::NoInstrumentPartySubIDs);
219       class NoInstrumentPartySubIDs: public FIX::Group
220       {
221       public:
NoInstrumentPartySubIDs()222       NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {}
223         FIELD_SET(*this, FIX::InstrumentPartySubID);
224         FIELD_SET(*this, FIX::InstrumentPartySubIDType);
225       };
226     };
227     FIELD_SET(*this, FIX::AgreementDesc);
228     FIELD_SET(*this, FIX::AgreementID);
229     FIELD_SET(*this, FIX::AgreementDate);
230     FIELD_SET(*this, FIX::AgreementCurrency);
231     FIELD_SET(*this, FIX::TerminationType);
232     FIELD_SET(*this, FIX::StartDate);
233     FIELD_SET(*this, FIX::EndDate);
234     FIELD_SET(*this, FIX::DeliveryType);
235     FIELD_SET(*this, FIX::MarginRatio);
236     FIELD_SET(*this, FIX::NoUnderlyings);
237     class NoUnderlyings: public FIX::Group
238     {
239     public:
NoUnderlyings()240     NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {}
241       FIELD_SET(*this, FIX::UnderlyingSymbol);
242       FIELD_SET(*this, FIX::UnderlyingSymbolSfx);
243       FIELD_SET(*this, FIX::UnderlyingSecurityID);
244       FIELD_SET(*this, FIX::UnderlyingSecurityIDSource);
245       FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID);
246       class NoUnderlyingSecurityAltID: public FIX::Group
247       {
248       public:
NoUnderlyingSecurityAltID()249       NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {}
250         FIELD_SET(*this, FIX::UnderlyingSecurityAltID);
251         FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource);
252       };
253       FIELD_SET(*this, FIX::UnderlyingProduct);
254       FIELD_SET(*this, FIX::UnderlyingCFICode);
255       FIELD_SET(*this, FIX::UnderlyingSecurityType);
256       FIELD_SET(*this, FIX::UnderlyingSecuritySubType);
257       FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear);
258       FIELD_SET(*this, FIX::UnderlyingMaturityDate);
259       FIELD_SET(*this, FIX::UnderlyingMaturityTime);
260       FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate);
261       FIELD_SET(*this, FIX::UnderlyingIssueDate);
262       FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType);
263       FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm);
264       FIELD_SET(*this, FIX::UnderlyingRepurchaseRate);
265       FIELD_SET(*this, FIX::UnderlyingFactor);
266       FIELD_SET(*this, FIX::UnderlyingCreditRating);
267       FIELD_SET(*this, FIX::UnderlyingInstrRegistry);
268       FIELD_SET(*this, FIX::UnderlyingCountryOfIssue);
269       FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue);
270       FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue);
271       FIELD_SET(*this, FIX::UnderlyingRedemptionDate);
272       FIELD_SET(*this, FIX::UnderlyingStrikePrice);
273       FIELD_SET(*this, FIX::UnderlyingStrikeCurrency);
274       FIELD_SET(*this, FIX::UnderlyingOptAttribute);
275       FIELD_SET(*this, FIX::UnderlyingContractMultiplier);
276       FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure);
277       FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty);
278       FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure);
279       FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty);
280       FIELD_SET(*this, FIX::UnderlyingTimeUnit);
281       FIELD_SET(*this, FIX::UnderlyingExerciseStyle);
282       FIELD_SET(*this, FIX::UnderlyingCouponRate);
283       FIELD_SET(*this, FIX::UnderlyingSecurityExchange);
284       FIELD_SET(*this, FIX::UnderlyingIssuer);
285       FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen);
286       FIELD_SET(*this, FIX::EncodedUnderlyingIssuer);
287       FIELD_SET(*this, FIX::UnderlyingSecurityDesc);
288       FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen);
289       FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc);
290       FIELD_SET(*this, FIX::UnderlyingCPProgram);
291       FIELD_SET(*this, FIX::UnderlyingCPRegType);
292       FIELD_SET(*this, FIX::UnderlyingAllocationPercent);
293       FIELD_SET(*this, FIX::UnderlyingCurrency);
294       FIELD_SET(*this, FIX::UnderlyingQty);
295       FIELD_SET(*this, FIX::UnderlyingSettlementType);
296       FIELD_SET(*this, FIX::UnderlyingCashAmount);
297       FIELD_SET(*this, FIX::UnderlyingCashType);
298       FIELD_SET(*this, FIX::UnderlyingPx);
299       FIELD_SET(*this, FIX::UnderlyingDirtyPrice);
300       FIELD_SET(*this, FIX::UnderlyingEndPrice);
301       FIELD_SET(*this, FIX::UnderlyingStartValue);
302       FIELD_SET(*this, FIX::UnderlyingCurrentValue);
303       FIELD_SET(*this, FIX::UnderlyingEndValue);
304       FIELD_SET(*this, FIX::NoUnderlyingStips);
305       class NoUnderlyingStips: public FIX::Group
306       {
307       public:
NoUnderlyingStips()308       NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {}
309         FIELD_SET(*this, FIX::UnderlyingStipType);
310         FIELD_SET(*this, FIX::UnderlyingStipValue);
311       };
312       FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity);
313       FIELD_SET(*this, FIX::UnderlyingFXRate);
314       FIELD_SET(*this, FIX::UnderlyingFXRateCalc);
315       FIELD_SET(*this, FIX::UnderlyingCapValue);
316       FIELD_SET(*this, FIX::NoUndlyInstrumentParties);
317       class NoUndlyInstrumentParties: public FIX::Group
318       {
319       public:
NoUndlyInstrumentParties()320       NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {}
321         FIELD_SET(*this, FIX::UndlyInstrumentPartyID);
322         FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource);
323         FIELD_SET(*this, FIX::UndlyInstrumentPartyRole);
324         FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs);
325         class NoUndlyInstrumentPartySubIDs: public FIX::Group
326         {
327         public:
NoUndlyInstrumentPartySubIDs()328         NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {}
329           FIELD_SET(*this, FIX::UndlyInstrumentPartySubID);
330           FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType);
331         };
332       };
333       FIELD_SET(*this, FIX::UnderlyingSettlMethod);
334       FIELD_SET(*this, FIX::UnderlyingPutOrCall);
335     };
336     FIELD_SET(*this, FIX::Side);
337     FIELD_SET(*this, FIX::TransactTime);
338     FIELD_SET(*this, FIX::QtyType);
339     FIELD_SET(*this, FIX::OrderQty);
340     FIELD_SET(*this, FIX::CashOrderQty);
341     FIELD_SET(*this, FIX::OrderPercent);
342     FIELD_SET(*this, FIX::RoundingDirection);
343     FIELD_SET(*this, FIX::RoundingModulus);
344     FIELD_SET(*this, FIX::OrdType);
345     FIELD_SET(*this, FIX::PriceType);
346     FIELD_SET(*this, FIX::Price);
347     FIELD_SET(*this, FIX::PriceProtectionScope);
348     FIELD_SET(*this, FIX::StopPx);
349     FIELD_SET(*this, FIX::TriggerType);
350     FIELD_SET(*this, FIX::TriggerAction);
351     FIELD_SET(*this, FIX::TriggerPrice);
352     FIELD_SET(*this, FIX::TriggerSymbol);
353     FIELD_SET(*this, FIX::TriggerSecurityID);
354     FIELD_SET(*this, FIX::TriggerSecurityIDSource);
355     FIELD_SET(*this, FIX::TriggerSecurityDesc);
356     FIELD_SET(*this, FIX::TriggerPriceType);
357     FIELD_SET(*this, FIX::TriggerPriceTypeScope);
358     FIELD_SET(*this, FIX::TriggerPriceDirection);
359     FIELD_SET(*this, FIX::TriggerNewPrice);
360     FIELD_SET(*this, FIX::TriggerOrderType);
361     FIELD_SET(*this, FIX::TriggerNewQty);
362     FIELD_SET(*this, FIX::TriggerTradingSessionID);
363     FIELD_SET(*this, FIX::TriggerTradingSessionSubID);
364     FIELD_SET(*this, FIX::Spread);
365     FIELD_SET(*this, FIX::BenchmarkCurveCurrency);
366     FIELD_SET(*this, FIX::BenchmarkCurveName);
367     FIELD_SET(*this, FIX::BenchmarkCurvePoint);
368     FIELD_SET(*this, FIX::BenchmarkPrice);
369     FIELD_SET(*this, FIX::BenchmarkPriceType);
370     FIELD_SET(*this, FIX::BenchmarkSecurityID);
371     FIELD_SET(*this, FIX::BenchmarkSecurityIDSource);
372     FIELD_SET(*this, FIX::YieldType);
373     FIELD_SET(*this, FIX::Yield);
374     FIELD_SET(*this, FIX::YieldCalcDate);
375     FIELD_SET(*this, FIX::YieldRedemptionDate);
376     FIELD_SET(*this, FIX::YieldRedemptionPrice);
377     FIELD_SET(*this, FIX::YieldRedemptionPriceType);
378     FIELD_SET(*this, FIX::PegOffsetValue);
379     FIELD_SET(*this, FIX::PegPriceType);
380     FIELD_SET(*this, FIX::PegMoveType);
381     FIELD_SET(*this, FIX::PegOffsetType);
382     FIELD_SET(*this, FIX::PegLimitType);
383     FIELD_SET(*this, FIX::PegRoundDirection);
384     FIELD_SET(*this, FIX::PegScope);
385     FIELD_SET(*this, FIX::PegSecurityIDSource);
386     FIELD_SET(*this, FIX::PegSecurityID);
387     FIELD_SET(*this, FIX::PegSymbol);
388     FIELD_SET(*this, FIX::PegSecurityDesc);
389     FIELD_SET(*this, FIX::DiscretionInst);
390     FIELD_SET(*this, FIX::DiscretionOffsetValue);
391     FIELD_SET(*this, FIX::DiscretionMoveType);
392     FIELD_SET(*this, FIX::DiscretionOffsetType);
393     FIELD_SET(*this, FIX::DiscretionLimitType);
394     FIELD_SET(*this, FIX::DiscretionRoundDirection);
395     FIELD_SET(*this, FIX::DiscretionScope);
396     FIELD_SET(*this, FIX::TargetStrategy);
397     FIELD_SET(*this, FIX::NoStrategyParameters);
398     class NoStrategyParameters: public FIX::Group
399     {
400     public:
NoStrategyParameters()401     NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {}
402       FIELD_SET(*this, FIX::StrategyParameterName);
403       FIELD_SET(*this, FIX::StrategyParameterType);
404       FIELD_SET(*this, FIX::StrategyParameterValue);
405     };
406     FIELD_SET(*this, FIX::TargetStrategyParameters);
407     FIELD_SET(*this, FIX::ParticipationRate);
408     FIELD_SET(*this, FIX::ComplianceID);
409     FIELD_SET(*this, FIX::SolicitedFlag);
410     FIELD_SET(*this, FIX::Currency);
411     FIELD_SET(*this, FIX::TimeInForce);
412     FIELD_SET(*this, FIX::EffectiveTime);
413     FIELD_SET(*this, FIX::ExpireDate);
414     FIELD_SET(*this, FIX::ExpireTime);
415     FIELD_SET(*this, FIX::GTBookingInst);
416     FIELD_SET(*this, FIX::Commission);
417     FIELD_SET(*this, FIX::CommType);
418     FIELD_SET(*this, FIX::CommCurrency);
419     FIELD_SET(*this, FIX::FundRenewWaiv);
420     FIELD_SET(*this, FIX::OrderCapacity);
421     FIELD_SET(*this, FIX::OrderRestrictions);
422     FIELD_SET(*this, FIX::PreTradeAnonymity);
423     FIELD_SET(*this, FIX::CustOrderCapacity);
424     FIELD_SET(*this, FIX::ForexReq);
425     FIELD_SET(*this, FIX::SettlCurrency);
426     FIELD_SET(*this, FIX::BookingType);
427     FIELD_SET(*this, FIX::Text);
428     FIELD_SET(*this, FIX::EncodedTextLen);
429     FIELD_SET(*this, FIX::EncodedText);
430     FIELD_SET(*this, FIX::SettlDate2);
431     FIELD_SET(*this, FIX::OrderQty2);
432     FIELD_SET(*this, FIX::Price2);
433     FIELD_SET(*this, FIX::PositionEffect);
434     FIELD_SET(*this, FIX::CoveredOrUncovered);
435     FIELD_SET(*this, FIX::MaxShow);
436     FIELD_SET(*this, FIX::LocateReqd);
437     FIELD_SET(*this, FIX::CancellationRights);
438     FIELD_SET(*this, FIX::MoneyLaunderingStatus);
439     FIELD_SET(*this, FIX::RegistID);
440     FIELD_SET(*this, FIX::Designation);
441     FIELD_SET(*this, FIX::ManualOrderIndicator);
442     FIELD_SET(*this, FIX::CustDirectedOrder);
443     FIELD_SET(*this, FIX::ReceivedDeptID);
444     FIELD_SET(*this, FIX::CustOrderHandlingInst);
445     FIELD_SET(*this, FIX::OrderHandlingInstSource);
446     FIELD_SET(*this, FIX::NoTrdRegTimestamps);
447     class NoTrdRegTimestamps: public FIX::Group
448     {
449     public:
NoTrdRegTimestamps()450     NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {}
451       FIELD_SET(*this, FIX::TrdRegTimestamp);
452       FIELD_SET(*this, FIX::TrdRegTimestampType);
453       FIELD_SET(*this, FIX::TrdRegTimestampOrigin);
454       FIELD_SET(*this, FIX::DeskType);
455       FIELD_SET(*this, FIX::DeskTypeSource);
456       FIELD_SET(*this, FIX::DeskOrderHandlingInst);
457     };
458   };
459 
460 }
461 
462 #endif
463